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Debt default, financial risk transmission and governance from the perspective of supply chain network

The stock risk spillovers of 31 associated enterprises of Evergrande supply chain in China were measured with DCC-GARCH and CoVaR model, and high, moderate and low risk overflow networks in four periods were constructed, finally the overall metrics and dynamic evolution of risk spillover network wer...

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Detalles Bibliográficos
Autores principales: Zhang, Yongli, Nan, Xi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10010984/
https://www.ncbi.nlm.nih.gov/pubmed/36925535
http://dx.doi.org/10.1016/j.heliyon.2023.e14224